+851.5%
BX vs SHW
+1,893.8%
-1,042.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.6% | +1.9% | -1.3% | -0.7% |
| 30D | +14.2% | +8.1% | +6.2% | +8.4% |
| 3M | -18.7% | -2.8% | -16.0% | -17.2% |
| 6M | +2.5% | +15.0% | -12.6% | -7.6% |
| YTD | -18.8% | +9.0% | -27.8% | -24.6% |
| 1Y | -10.3% | +4.5% | -14.8% | -14.4% |
| 3Y | +35.4% | +41.9% | -6.5% | +4.3% |
| 5Y | +0.3% | +10.7% | -10.5% | -10.4% |
| 10Y | +668.4% | +340.4% | +328.0% | +155.1% |
| All | +851.5% | +1,893.8% | -1,042.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling